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                        <p>&#xFEFF;# SmartMoney</p>
<h2 id="1&#x57FA;&#x672C;&#x60C5;&#x51B5;">1_&#x57FA;&#x672C;&#x60C5;&#x51B5;</h2>
<h3 id="11&#x6982;&#x7387;&#x5BC6;&#x5EA6;&#x56FE;">1.1_&#x6982;&#x7387;&#x5BC6;&#x5EA6;&#x56FE;</h3>
<p><img src="images/describe_PDF.png" alt="avatar"></p>
<h3 id="12&#x63CF;&#x8FF0;&#x6027;&#x7EDF;&#x8BA1;">1.2_&#x63CF;&#x8FF0;&#x6027;&#x7EDF;&#x8BA1;</h3>
<table>
<thead>
<tr>
<th style="text-align:center">&#x56E0;&#x5B50;&#x6362;&#x624B;&#x7387;</th>
<th style="text-align:center">&#x6837;&#x672C;&#x91CF;</th>
<th style="text-align:center">&#x5747;&#x503C;</th>
<th style="text-align:center">&#x6807;&#x51C6;&#x5DEE;</th>
<th style="text-align:center">&#x6700;&#x5C0F;&#x503C;</th>
<th style="text-align:center">&#x4E2D;&#x4F4D;&#x6570;</th>
<th style="text-align:center">&#x6700;&#x5927;&#x503C;</th>
<th style="text-align:center">&#x504F;&#x5EA6;</th>
<th style="text-align:center">&#x5CF0;&#x5EA6;</th>
</tr>
</thead>
<tbody>
<tr>
<td style="text-align:center">98.61%</td>
<td style="text-align:center">7479162</td>
<td style="text-align:center">0.9999</td>
<td style="text-align:center">0.35%</td>
<td style="text-align:center">0.8996</td>
<td style="text-align:center">1.0001</td>
<td style="text-align:center">1.1034</td>
<td style="text-align:center">-1.81</td>
<td style="text-align:center">41.67</td>
</tr>
</tbody>
</table>
<h2 id="2icir&#x6CD5;&#x68C0;&#x9A8C;&#x7ED3;&#x679C;">2_ICIR&#x6CD5;&#x68C0;&#x9A8C;&#x7ED3;&#x679C;</h2>
<h3 id="21ic&#x65F6;&#x5E8F;&#x56FE;">2.1_IC&#x65F6;&#x5E8F;&#x56FE;</h3>
<p><img src="images/IC_ICTimeSeries.png" alt="avatar"></p>
<h3 id="22icir&#x6CD5;&#x68C0;&#x9A8C;&#x6570;&#x636E;">2.2_ICIR&#x6CD5;&#x68C0;&#x9A8C;&#x6570;&#x636E;</h3>
<table>
<thead>
<tr>
<th style="text-align:center">IC&#x5747;&#x503C;</th>
<th style="text-align:center">IR&#x503C;</th>
<th style="text-align:center">&#x663E;&#x8457;&#x6BD4;&#x4F8B;</th>
<th style="text-align:center">&#x6B63;&#x663E;&#x8457;&#x6BD4;&#x4F8B;</th>
<th style="text-align:center">&#x8D1F;&#x663E;&#x8457;&#x6BD4;&#x4F8B;</th>
<th style="text-align:center">&#x540C;&#x5411;&#x663E;&#x8457;&#x6BD4;&#x4F8B;</th>
<th style="text-align:center">&#x53CD;&#x8F6C;&#x663E;&#x8457;&#x6BD4;&#x4F8B;</th>
</tr>
</thead>
<tbody>
<tr>
<td style="text-align:center">-0.61%</td>
<td style="text-align:center">-18.12%</td>
<td style="text-align:center">13.05%</td>
<td style="text-align:center">4.14%</td>
<td style="text-align:center">8.91%</td>
<td style="text-align:center">7.75%</td>
<td style="text-align:center">91.92%</td>
</tr>
</tbody>
</table>
<h2 id="3&#x5206;&#x7EC4;&#x6CD5;&#x68C0;&#x9A8C;&#x7ED3;&#x679C;">3_&#x5206;&#x7EC4;&#x6CD5;&#x68C0;&#x9A8C;&#x7ED3;&#x679C;</h2>
<h3 id="31&#x5404;&#x7EC4;&#x5E74;&#x5316;&#x8D85;&#x989D;&#x6536;&#x76CA;&#x7387;&#x56FE;">3.1_&#x5404;&#x7EC4;&#x5E74;&#x5316;&#x8D85;&#x989D;&#x6536;&#x76CA;&#x7387;&#x56FE;</h3>
<p><img src="images/groups_figureExcessRet.png" alt="avatar"></p>
<h3 id="32&#x5404;&#x7EC4;&#x51C0;&#x503C;&#x56FE;">3.2_&#x5404;&#x7EC4;&#x51C0;&#x503C;&#x56FE;</h3>
<p><img src="images/groups_figureNevDaily.png" alt="avatar"></p>
<h3 id="33topbottom&#x7EC4;&#x5408;&#x51C0;&#x503C;&#x56FE;">3.3_Top-Bottom&#x7EC4;&#x5408;&#x51C0;&#x503C;&#x56FE;</h3>
<p><img src="images/groups_figureTMBNevDaily.png" alt="avatar"></p>
<h3 id="34topbottom&#x7EC4;&#x5408;&#x6708;&#x6536;&#x76CA;&#x7387;&#x56FE;">3.4_Top-Bottom&#x7EC4;&#x5408;&#x6708;&#x6536;&#x76CA;&#x7387;&#x56FE;</h3>
<p><img src="images/groups_figureTMBRetMonthly.png" alt="avatar"></p>
<h3 id="35topbottom&#x7EC4;&#x5408;&#x56DE;&#x64A4;&#x56FE;">3.5_Top-Bottom&#x7EC4;&#x5408;&#x56DE;&#x64A4;&#x56FE;</h3>
<p><img src="images/groups_figureTMBDrawDown.png" alt="avatar"></p>
<h3 id="36&#x5206;&#x7EC4;&#x6CD5;&#x68C0;&#x9A8C;&#x6570;&#x636E;">3.6_&#x5206;&#x7EC4;&#x6CD5;&#x68C0;&#x9A8C;&#x6570;&#x636E;</h3>
<table>
<thead>
<tr>
<th style="text-align:center">&#x7EC4;&#x522B;</th>
<th style="text-align:center">&#x7EC4;&#x5408;&#x5E74;&#x5316;</th>
<th style="text-align:center">&#x8D85;&#x989D;&#x5E74;&#x5316;</th>
<th style="text-align:center">&#x590F;&#x666E;&#x6BD4;&#x7387;</th>
<th style="text-align:center">&#x4FE1;&#x606F;&#x6BD4;&#x7387;</th>
<th style="text-align:center">&#x6700;&#x5927;&#x56DE;&#x64A4;</th>
<th style="text-align:center">&#x4ED3;&#x4F4D;&#x6362;&#x624B;&#x7387;</th>
</tr>
</thead>
<tbody>
<tr>
<td style="text-align:center">TMB</td>
<td style="text-align:center">9.45%</td>
<td style="text-align:center">-9.04%</td>
<td style="text-align:center">0.94</td>
<td style="text-align:center">-0.25</td>
<td style="text-align:center">9.18%</td>
<td style="text-align:center">nan%</td>
</tr>
<tr>
<td style="text-align:center">1</td>
<td style="text-align:center">22.49%</td>
<td style="text-align:center">4.00%</td>
<td style="text-align:center">0.61</td>
<td style="text-align:center">0.89</td>
<td style="text-align:center">68.57%</td>
<td style="text-align:center">91.04%</td>
</tr>
<tr>
<td style="text-align:center">2</td>
<td style="text-align:center">25.03%</td>
<td style="text-align:center">6.54%</td>
<td style="text-align:center">0.69</td>
<td style="text-align:center">1.75</td>
<td style="text-align:center">66.82%</td>
<td style="text-align:center">91.30%</td>
</tr>
<tr>
<td style="text-align:center">3</td>
<td style="text-align:center">21.48%</td>
<td style="text-align:center">2.99%</td>
<td style="text-align:center">0.60</td>
<td style="text-align:center">0.83</td>
<td style="text-align:center">70.99%</td>
<td style="text-align:center">91.18%</td>
</tr>
<tr>
<td style="text-align:center">4</td>
<td style="text-align:center">21.36%</td>
<td style="text-align:center">2.87%</td>
<td style="text-align:center">0.60</td>
<td style="text-align:center">0.74</td>
<td style="text-align:center">69.04%</td>
<td style="text-align:center">91.08%</td>
</tr>
<tr>
<td style="text-align:center">5</td>
<td style="text-align:center">19.62%</td>
<td style="text-align:center">1.13%</td>
<td style="text-align:center">0.55</td>
<td style="text-align:center">0.29</td>
<td style="text-align:center">67.94%</td>
<td style="text-align:center">91.02%</td>
</tr>
<tr>
<td style="text-align:center">6</td>
<td style="text-align:center">18.95%</td>
<td style="text-align:center">0.46%</td>
<td style="text-align:center">0.53</td>
<td style="text-align:center">0.12</td>
<td style="text-align:center">69.23%</td>
<td style="text-align:center">91.08%</td>
</tr>
<tr>
<td style="text-align:center">7</td>
<td style="text-align:center">16.35%</td>
<td style="text-align:center">-2.14%</td>
<td style="text-align:center">0.46</td>
<td style="text-align:center">-0.57</td>
<td style="text-align:center">72.13%</td>
<td style="text-align:center">91.26%</td>
</tr>
<tr>
<td style="text-align:center">8</td>
<td style="text-align:center">16.81%</td>
<td style="text-align:center">-1.68%</td>
<td style="text-align:center">0.46</td>
<td style="text-align:center">-0.46</td>
<td style="text-align:center">72.47%</td>
<td style="text-align:center">91.33%</td>
</tr>
<tr>
<td style="text-align:center">9</td>
<td style="text-align:center">13.39%</td>
<td style="text-align:center">-5.10%</td>
<td style="text-align:center">0.37</td>
<td style="text-align:center">-1.39</td>
<td style="text-align:center">74.19%</td>
<td style="text-align:center">91.35%</td>
</tr>
<tr>
<td style="text-align:center">10</td>
<td style="text-align:center">11.68%</td>
<td style="text-align:center">-6.81%</td>
<td style="text-align:center">0.32</td>
<td style="text-align:center">-1.56</td>
<td style="text-align:center">74.14%</td>
<td style="text-align:center">90.94%</td>
</tr>
</tbody>
</table>
<table>
<thead>
<tr>
<th style="text-align:center">&#x7EC4;&#x522B;</th>
<th style="text-align:center">&#x65E5;&#x5747;&#x6536;&#x76CA;&#x7387;</th>
<th style="text-align:center">&#x65E5;&#x80DC;&#x7387;</th>
<th style="text-align:center">&#x65E5;&#x76C8;&#x4E8F;&#x6BD4;</th>
<th style="text-align:center">&#x6708;&#x5747;&#x6536;&#x76CA;&#x7387;</th>
<th style="text-align:center">&#x6708;&#x80DC;&#x7387;</th>
<th style="text-align:center">&#x6708;&#x76C8;&#x4E8F;&#x6BD4;</th>
</tr>
</thead>
<tbody>
<tr>
<td style="text-align:center">TMB</td>
<td style="text-align:center">0.04%</td>
<td style="text-align:center">52.73%</td>
<td style="text-align:center">1.18</td>
<td style="text-align:center">0.75%</td>
<td style="text-align:center">67.01%</td>
<td style="text-align:center">1.57</td>
</tr>
<tr>
<td style="text-align:center">1</td>
<td style="text-align:center">0.11%</td>
<td style="text-align:center">56.52%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">2.15%</td>
<td style="text-align:center">55.84%</td>
<td style="text-align:center">1.41</td>
</tr>
<tr>
<td style="text-align:center">2</td>
<td style="text-align:center">0.12%</td>
<td style="text-align:center">56.72%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">2.33%</td>
<td style="text-align:center">57.36%</td>
<td style="text-align:center">1.37</td>
</tr>
<tr>
<td style="text-align:center">3</td>
<td style="text-align:center">0.10%</td>
<td style="text-align:center">56.90%</td>
<td style="text-align:center">0.87</td>
<td style="text-align:center">2.10%</td>
<td style="text-align:center">57.87%</td>
<td style="text-align:center">1.25</td>
</tr>
<tr>
<td style="text-align:center">4</td>
<td style="text-align:center">0.10%</td>
<td style="text-align:center">56.42%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">2.10%</td>
<td style="text-align:center">56.35%</td>
<td style="text-align:center">1.34</td>
</tr>
<tr>
<td style="text-align:center">5</td>
<td style="text-align:center">0.10%</td>
<td style="text-align:center">56.85%</td>
<td style="text-align:center">0.86</td>
<td style="text-align:center">1.97%</td>
<td style="text-align:center">55.33%</td>
<td style="text-align:center">1.36</td>
</tr>
<tr>
<td style="text-align:center">6</td>
<td style="text-align:center">0.10%</td>
<td style="text-align:center">56.20%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">1.92%</td>
<td style="text-align:center">57.87%</td>
<td style="text-align:center">1.22</td>
</tr>
<tr>
<td style="text-align:center">7</td>
<td style="text-align:center">0.09%</td>
<td style="text-align:center">56.00%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">1.72%</td>
<td style="text-align:center">56.35%</td>
<td style="text-align:center">1.23</td>
</tr>
<tr>
<td style="text-align:center">8</td>
<td style="text-align:center">0.09%</td>
<td style="text-align:center">56.00%</td>
<td style="text-align:center">0.88</td>
<td style="text-align:center">1.78%</td>
<td style="text-align:center">56.35%</td>
<td style="text-align:center">1.24</td>
</tr>
<tr>
<td style="text-align:center">9</td>
<td style="text-align:center">0.08%</td>
<td style="text-align:center">56.35%</td>
<td style="text-align:center">0.85</td>
<td style="text-align:center">1.55%</td>
<td style="text-align:center">55.84%</td>
<td style="text-align:center">1.18</td>
</tr>
<tr>
<td style="text-align:center">10</td>
<td style="text-align:center">0.07%</td>
<td style="text-align:center">56.27%</td>
<td style="text-align:center">0.85</td>
<td style="text-align:center">1.42%</td>
<td style="text-align:center">55.84%</td>
<td style="text-align:center">1.15</td>
</tr>
</tbody>
</table>

                    
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